I'm not sure I understand what you're trying to do, but I think so. You want the drawing view to be mostly set to "Hidden Lines Removed", but with one body showing as "Shaded with Edges"? If yes, open the Part and create a new Display State. With this new Display State active, set the Part display type to "Hidden Lines Removed", then expand the cut list folder (or Solid Bodies folder) to the body name, right-click on it, and choose "Body Display > Shaded with Edges". Save.

Now go to the Drawing and set the drawing view to reference this new Display State, and set it to "Shaded with Edges".

An alternative method to what Glenn has suggested is to use layers in your drawing:

Then, in your feature tree at the drawing level, select the component of the assembly and then apply the layer:

And it applies the color everywhere.

I just used green as an example.....but you could use any color. You can even apply line fonts this way.

And then saving it as a PDF, the color comes through:

As long as you have this set:

Disclaimer:

I did not make this drawing! One of my co-workers did. I would have made the exploded view very differently....but it was the first drawing that I could find to give an example that didn't have a customer part buried in it somewhere.

Also consider using "component line font" from the right click menu in your drawings. You can change the line font on individual parts to highlight them. I've used this to differentiate "background" or reference geometry for installation/assembly drawings and such.